-46.6%
COIN vs IJR
+41.5%
-88.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +0.7% |
| 7D | -5.1% | -2.2% | -2.9% | -0.9% |
| 30D | +17.6% | -4.6% | +22.2% | +28.9% |
| 3M | +9.2% | +0.2% | +9.0% | +8.5% |
| 6M | -11.8% | +14.7% | -26.5% | -32.7% |
| YTD | -22.5% | +18.9% | -41.4% | -44.4% |
| 1Y | -45.9% | +19.9% | -65.8% | -61.5% |
| 3Y | +117.4% | +53.0% | +64.4% | +2.9% |
| 5Y | -29.4% | +40.9% | -70.3% | -56.7% |
| All | -46.6% | +41.5% | -88.1% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IJR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling